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[Help-glpk] having problem with solver (numerical instability ?)
From: |
Sayan Mitra |
Subject: |
[Help-glpk] having problem with solver (numerical instability ?) |
Date: |
Mon, 1 Mar 2004 19:54:59 -0500 (EST) |
Hello,
I am having the following difficulty with the solver; can anyone offer
fixes or a way to get around this? In the following constraints, aa[i] is
an array of booleans, y[i] is real positive, e is a small number (set to
0), and M is a large number (set to 10.E+8),
s.t. effect_1{i in J}: y[i] >= aa[i] * e ;
s.t. effect_2{i in J}: y[i] <= aa[i] * M ;
therefore, when aa[i] is 0, then y[i] should be 0, but in the solution I
am getting positive values. I am given to believe that this is an issue
with the numerical instability of the solver, because if I reduce the
value of M, I get:
lpx_simplex: numerical instability (primal simplex, phase II)
Will look forward to your responses,
Thanks,
sayan
- [Help-glpk] having problem with solver (numerical instability ?),
Sayan Mitra <=